-2.3%
AKAM vs SFM
+217.9%
-220.2%
-46.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -3.9% | +8.8% | +5.4% |
| 7D | +5.4% | -7.2% | +12.6% | +6.4% |
| 30D | -5.9% | -14.3% | +8.5% | -4.1% |
| 3M | -19.6% | -13.7% | -5.9% | -18.4% |
| 6M | +8.5% | -6.0% | +14.5% | +7.9% |
| YTD | +26.9% | -8.2% | +35.2% | +26.3% |
| 1Y | +41.7% | -46.2% | +87.9% | +53.8% |
| 3Y | +5.8% | +83.6% | -77.8% | -3.2% |
| 5Y | -2.3% | +212.7% | -215.0% | -17.8% |
| All | -2.3% | +217.9% | -220.2% | -17.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded SFM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling